Cooper, 35, and Zellweger, 40, arrived separately, and the couple have kept a relatively low profile since getting into town.
Cooper flew solo Sunday and started off his morning with a quick trip to the USANA/Kari Feinstein Style Lounge.
"He arrived super early," says a source. "He wakes up early every morning and wanted to get his day started like usual. He was in a great mood, and he was excited to pick up his hometown Eagles stuff from Retro Sport Gear."
Saturday night also saw Cooper by himself hitting pal Hill's Cyrus premiere at the Eccles Theatre. The casual twosome laughed throughout the night, and Hill, 26, thanked Cooper for coming.
Bartha's movie at Sundance is Holy Rollers, based on a true story about drug smugglers.